HUN Options History — June 2016 In June 2016, HUN traded between $12.92 and $16.52. ATM implied volatility averaged 40.9%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 1.4% (HV 20d: 39.5%). Max pain ranged from $14.00 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.46.
Notable Days 2016-06-06 : Highest Volume — 9,601 contracts2016-06-24 : Largest IV spike — 29.6% change2016-06-27 : Highest IV Rank — 37.8%2016-06-27 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $15.20 $12.92 $16.52 $15.26 $13.43 Max Pain $14.95 $14.00 $15.00 $14.00 $15.00 ATM IV 40.9% 34.1% 55.4% 39.2% 45.5% Expected Move 11.7% 9.8% 15.9% 11.2% 13.0% HV 20d 39.5% 28.3% 66.7% 37.4% 66.5% HV 60d 37.8% 33.2% 47.8% 39.9% 47.8% IV Rank 22.7% 15.8% 37.8% 21.4% 26.2% IV Percentile 25.9% 12.7% 65.1% 23.8% 30.2% Term Structure 2.7% -1.2% 5.8% -1.2% 2.4% VWIV 41.2% 34.2% 52.8% 36.2% 47.9% Skew 25d 6.8% 4.1% 11.9% 5.8% 4.1% Skew 10d 16.3% -12.0% 35.1% 9.0% -1.4% Call IV 25d 37.7% 30.4% 54.1% 34.6% 42.3% Put IV 25d 44.6% 38.5% 59.8% 40.4% 46.4% Bid-Ask Spread % 32.74 18.13 86.40 47.41 39.21 Gamma HHI 0.16 0.09 0.23 0.18 0.09 Net GEX 1.0M 307.9K 1.5M 1.2M 393.7K Net DEX -37.7M -59.6M -11.5M -38.9M -15.9M Net VEX -188.3K -204.4K -155.8K -188.5K -167.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.15 0.92 0.36 0.27 Total Volume 5,589.864 3,378 9,601 3,748 4,983 Total OI 81,199.773 74,521 85,218 80,400 83,460
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2016-06-01 $15.26 $14.00 39.2% 11.2% 37.4% 21.4% 36.2% 5.8% -1.2% 1.2M -38.9M -188.5K 0.36 47.41 N/A N/A 2,750 998 61,949 18,451 2016-06-02 $15.41 $15.00 39.5% 11.3% 35.3% 21.7% 39.4% 7.9% 2.3% 1.3M -41.5M -197.4K 0.52 18.71 N/A N/A 2,674 1,378 62,321 18,508 2016-06-03 $15.59 $15.00 36.3% 10.3% 35.1% 18.2% 37.8% 6.5% 5.8% 1.3M -43.7M -196.8K 0.40 18.76 N/A N/A 2,929 1,164 62,459 18,745 2016-06-06 $16.23 $15.00 36.7% 10.2% 37.1% 18.7% 34.8% 7.2% 4.0% 1.4M -52.8M -193.9K 0.15 26.38 N/A N/A 8,344 1,257 62,905 18,876 2016-06-07 $16.22 $15.00 37.4% 10.4% 28.7% 19.4% 35.4% 8.6% 3.2% 1.5M -55.3M -202.5K 0.58 26.45 N/A N/A 2,140 1,238 65,593 18,899 2016-06-08 $16.52 $15.00 34.1% 9.8% 28.3% 15.8% 35.0% 8.1% 5.6% 1.4M -59.6M -204.4K 0.42 18.13 N/A N/A 2,708 1,142 65,800 18,977 2016-06-09 $16.09 $15.00 36.2% 10.4% 30.6% 18.1% 34.2% 5.6% 2.8% 1.5M -54.4M -199.9K 0.42 18.95 N/A N/A 2,571 1,071 65,819 19,191 2016-06-10 $15.81 $15.00 37.6% 10.8% 29.8% 19.7% 37.9% 7.0% 4.6% 1.5M -48.2M -198.0K 0.33 34.98 N/A N/A 3,190 1,053 65,937 19,281 2016-06-13 $15.21 $15.00 40.9% 11.7% 33.6% 23.1% 41.1% 6.8% 2.7% 1.3M -39.3M -191.9K 0.58 19.65 N/A N/A 2,873 1,656 63,734 19,349 2016-06-14 $15.14 $15.00 42.7% 12.2% 33.8% 25.1% 42.5% 7.1% 2.3% 1.2M -36.0M -191.3K 0.51 20.92 N/A N/A 3,311 1,690 63,838 20,078 2016-06-15 $15.35 $15.00 42.4% 12.1% 33.5% 24.8% 41.1% 5.4% 2.0% 1.3M -40.7M -195.3K 0.51 41.04 N/A N/A 3,243 1,668 64,345 20,274 2016-06-16 $15.35 $15.00 41.1% 11.8% 32.7% 23.4% 42.5% 5.9% 2.3% 1.3M -39.3M -196.4K 0.31 30.72 N/A N/A 5,115 1,602 64,463 20,288 2016-06-17 $15.60 $15.00 38.3% 11.0% 32.7% 20.4% 40.4% 6.2% 2.5% 754.8K -43.3M -192.9K 0.47 23.85 N/A N/A 3,549 1,663 64,360 20,339 2016-06-20 $15.77 $15.00 39.6% 11.3% 32.7% 21.7% 39.7% 6.3% 1.4% 832.9K -39.0M -195.1K 0.53 28.05 N/A N/A 3,753 2,005 55,474 19,104 2016-06-21 $15.65 $15.00 37.6% 10.8% 31.6% 19.6% 37.8% 5.1% 3.3% 849.2K -37.9M -191.2K 0.27 22.69 N/A N/A 6,958 1,905 56,272 19,551 2016-06-22 $15.67 $15.00 38.5% 11.0% 31.6% 19.2% 40.4% 6.0% 1.7% 797.2K -36.9M -187.1K 0.61 81.99 N/A N/A 2,863 1,740 54,704 19,817 2016-06-23 $16.24 $15.00 36.8% 10.5% 30.5% 17.3% 41.4% 11.9% 3.5% 858.2K -42.1M -192.4K 0.39 34.19 N/A N/A 4,418 1,734 54,928 20,089 2016-06-24 $14.51 $15.00 47.7% 13.7% 51.2% 29.3% 51.8% 11.8% 1.2% 623.7K -25.7M -180.2K 0.92 86.40 N/A N/A 4,140 3,794 56,797 20,179 2016-06-27 $12.92 $15.00 55.4% 15.9% 65.2% 37.8% 52.0% 5.7% -0.1% 307.9K -11.5M -155.8K 0.49 35.07 N/A N/A 4,742 2,347 56,766 21,692 2016-06-28 $12.96 $15.00 50.3% 14.4% 65.3% 31.5% 52.8% 6.0% 1.9% 309.5K -12.2M -156.7K 0.58 24.54 N/A N/A 4,753 2,741 58,097 22,319 2016-06-29 $13.48 $15.00 46.0% 13.2% 66.7% 26.8% 44.3% 5.3% 4.3% 341.5K -15.8M -167.1K 0.51 22.18 N/A N/A 4,730 2,394 58,735 23,632 2016-06-30 $13.43 $15.00 45.5% 13.0% 66.5% 26.2% 47.9% 4.1% 2.4% 393.7K -15.9M -167.9K 0.27 39.21 N/A N/A 3,913 1,070 59,694 23,766
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